HWLIX vs. HWNIX
Compare and contrast key facts about Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Hotchkis & Wiley International Value Fund (HWNIX).
HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987. HWNIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2015.
Performance
HWLIX vs. HWNIX - Performance Comparison
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HWLIX vs. HWNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | -1.49% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | -0.29% | 29.16% | -14.26% | 18.85% |
HWNIX Hotchkis & Wiley International Value Fund | -0.59% | 41.40% | 5.92% | 22.98% | -5.40% | 18.12% | -2.36% | 20.53% | -18.77% | 18.13% |
Returns By Period
In the year-to-date period, HWLIX achieves a -1.49% return, which is significantly lower than HWNIX's -0.59% return. Over the past 10 years, HWLIX has outperformed HWNIX with an annualized return of 11.28%, while HWNIX has yielded a comparatively lower 9.88% annualized return.
HWLIX
- 1D
- -0.09%
- 1M
- -4.93%
- YTD
- -1.49%
- 6M
- 2.87%
- 1Y
- 13.45%
- 3Y*
- 14.33%
- 5Y*
- 9.60%
- 10Y*
- 11.28%
HWNIX
- 1D
- 0.30%
- 1M
- -10.33%
- YTD
- -0.59%
- 6M
- 6.22%
- 1Y
- 26.19%
- 3Y*
- 19.00%
- 5Y*
- 13.03%
- 10Y*
- 9.88%
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HWLIX vs. HWNIX - Expense Ratio Comparison
Both HWLIX and HWNIX have an expense ratio of 0.95%.
Return for Risk
HWLIX vs. HWNIX — Risk / Return Rank
HWLIX
HWNIX
HWLIX vs. HWNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Hotchkis & Wiley International Value Fund (HWNIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HWLIX | HWNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.50 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.19 | 2.02 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.93 | -1.01 |
Martin ratioReturn relative to average drawdown | 3.99 | 7.74 | -3.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HWLIX | HWNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.50 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.74 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.50 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Correlation
The correlation between HWLIX and HWNIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HWLIX vs. HWNIX - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 8.24%, less than HWNIX's 17.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.24% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
HWNIX Hotchkis & Wiley International Value Fund | 17.00% | 16.90% | 13.76% | 8.40% | 3.20% | 1.46% | 1.21% | 3.77% | 7.96% | 5.89% | 3.90% | 0.00% |
Drawdowns
HWLIX vs. HWNIX - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -70.48%, which is greater than HWNIX's maximum drawdown of -48.97%. Use the drawdown chart below to compare losses from any high point for HWLIX and HWNIX.
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Drawdown Indicators
| HWLIX | HWNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.48% | -48.97% | -21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -11.91% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -29.23% | +4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -46.72% | -48.97% | +2.25% |
Current DrawdownCurrent decline from peak | -5.94% | -10.51% | +4.57% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -8.09% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.05% | +0.17% |
Volatility
HWLIX vs. HWNIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Large Cap Value Fund (HWLIX) is 3.54%, while Hotchkis & Wiley International Value Fund (HWNIX) has a volatility of 6.60%. This indicates that HWLIX experiences smaller price fluctuations and is considered to be less risky than HWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWLIX | HWNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 6.60% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 10.32% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 16.72% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 17.76% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 19.93% | +1.66% |